All Fx Short

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 2 1.2 50 0 7 (6) (18) 0 90
60 4 3.5 53 1 7 (4) (18) 0 95
120 1 1.1 49 0 7 (5) (33) (1) 93
250 3 1.8 52 1 9 (7) (62) (1) 96
500 4 2 51 1 10 (7) (62) (1) 96
760 4 2 51 1 10 (7) (62) (2) 96
1260 3 1.8 51 1 8 (6) (62) (2) 96
2520 6 2.3 53 2 11 (8) (91) (2) 96
All 4 1.9 51 1 10 (7) (91) (3) 96

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.6 0.4 0.3 0.8 (0.1) 0.7 0.2 0.1 0.3 (0.2) 0.1 0 3.1 1.6 51.1 260.2 (0.3) (1.1) 1.4 0.6
2017 0.6 (0.4) 0.4 0.6 (0.1) 0 0 0 0 0 0 0 1.1 2.2 48.9 90 (0.2) (0.5) 0.9 0.6
2016 0.6 2.2 1.1 0.5 (0.5) 1.7 0 0.4 0.6 (0.3) 0.4 (0.4) 6.3 2.5 55.2 260 (0.6) (1.2) 1.5 0.7
2015 1.9 (0.1) 0.3 1.7 0.2 0.5 0.3 0.6 0 0.1 (0.3) 0 5.2 2.5 49.6 261 (0.4) (0.9) 1.3 0.6
2014 0 0.3 0 0.5 0.1 0.4 (0.6) (0.6) 0 0 (0.3) 0.5 0.3 0.2 49.2 261 (0.2) (1.7) 1.4 0.6
2013 (0.2) (0.4) (0.1) 0.9 (0.4) 0.8 1.1 0 0.3 (0.5) 0.3 0.2 2 1.3 50.4 260 (0.3) (0.9) 1.3 0.6
2012 0.9 (0.1) 0.1 0.4 0 0.1 0 0.3 0.6 (0.4) 0.4 (0.4) 1.9 1.7 51.2 259 (0.2) (0.6) 1.6 0.6
2011 (0.1) 0.3 1.1 0.8 0.2 0.5 1.1 0.1 0.4 1.1 (0.3) (0.2) 5 2.3 57.4 260 (0.6) (0.9) 1.6 0.7
2010 0.8 (0.6) 0 (0.1) 1.5 0.9 1.5 0 0.9 0.9 (0.4) 0.8 6.2 2.7 52.2 260 (0.4) (1.2) 1.5 0.7
2009 1.2 (0.1) 1.2 0.8 2 0.8 1.2 0.2 0.6 0.4 0.5 (0.3) 8.5 3 54.6 261 (0.5) (0.9) 1.6 0.7
2008 1.6 1.1 1.1 (0.1) (0.5) (0.1) (0.1) (0.2) 2.3 4.9 3.4 3 16.4 3.5 59.5 262 (0.9) (1.9) 1.4 0.7
2007 (0.2) 0.6 (0.3) 0.4 0 0.2 0.5 0.8 0.9 1.2 2.3 (0.8) 5.6 2.5 53 261 (0.3) (1.8) 1.5 0.8
2006 0.6 0 0.8 1.4 0.7 (0.5) 0 (0.2) 0.1 0.4 0.2 (0.5) 3 1.6 51.2 260 (0.3) (1.2) 1.7 0.7
2005 (0.7) 0.3 0 (0.2) (0.3) (0.1) (0.5) 0.6 (0.3) (0.2) (0.2) 0.3 (1.3) (0.8) 39.8 259 (0.3) (2.1) 1.8 0.6
2004 (0.2) (0.6) 1.5 (0.6) 1 0.3 (0.3) 0.1 (0.1) 1.3 0.8 (0.4) 2.8 1.5 50 261 (0.3) (1.1) 1.5 0.7
2003 0.3 0.3 0.4 0.9 0.9 (0.2) 0.2 (0.1) 1.2 0.3 0.4 1.1 5.7 3 55.2 261 (0.4) (0.9) 1.2 0.7
2002 (0.4) (0.2) (0.1) 1 0.7 1.2 0.4 0.5 0.3 0 0 1 4.4 2.3 50.4 261 (0.4) (0.9) 1.4 0.6
2001 0.2 0.1 (0.7) 0.1 0 (0.5) 0.6 1.3 1.5 (0.8) (0.3) (0.2) 1.3 0.6 46.3 261 (0.4) (1.9) 1 0.6
2000 (0.3) 0.1 0.3 (0.6) 0.3 0.5 (0.6) 0.5 0.1 (0.6) 0.4 1.1 1.2 0.5 49.4 256 (0.3) (1.1) 1.3 0.7